[HTML][HTML] Expectation and Optimal Allocations in Existential Contests of Finite, Heavy-Tail-Distributed Outcomes

R Vince - Mathematics, 2023 - mdpi.com
Financial time series and other human-driven, non-natural processes are known to exhibit
fat-tailed outcome distributions. That is, such processes demonstrate a greater tendency for …

Expectation and Optimal Allocations in Existential Contests of Finite, Generalized Hyperbolic-Distributed Outcomes

R Vince - … Hyperbolic-Distributed Outcomes (November 1, 2023), 2023 - papers.ssrn.com
Financial time series and other human-driven, non-natural processes are known to exhibit
fat-tailed outcome distributions. That is, such processes demonstrate a greater tendency for …